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Swaps and Other Derivatives

With CD-ROM

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Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.

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Swaps and Other Derivatives, Richard R. Flavell

Language
Released
2002
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(Hardcover)
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3.6
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Title
Swaps and Other Derivatives
Subtitle
With CD-ROM
Language
English
Released
2002
Format
Hardcover
Pages
320
ISBN10
0471495891
ISBN13
9780471495895
Series
Rating
3.55 out of 5
Description
Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.